Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51636.17 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48437.11 Kr¶

PnL: ---------------------------------------> -650.46 Kr¶

DD now: ---------------------------------> -0.593 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 11:14:15.006634'

Anic Portfolio¶

Today¶

Return: -0.506 %¶

This Week¶

Return: 8.645 %¶

Total¶

Return: 69.044 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -0.510000 778.000000 105.000000 15.600000 673.000000
Nordea Bank Abp 29 0.080000 3538.000000 84.000000 2.430000 3453.999992
HEBA B 70 -0.260000 2716.000000 80.000000 3.030000 2636.000010
Swedbank A 3 2.690000 606.900000 42.900000 7.610000 564.000000
SAAB B 8 -0.300000 3416.800000 39.800000 1.180000 3377.000000
MedCap 2 -0.650000 460.000000 39.000000 9.260000 421.000000
Resurs Holding 22 0.110000 609.620000 35.620000 6.210000 573.999998
AcadeMedia 12 -1.290000 586.800000 29.800000 5.350000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.600000 380.800000 25.800000 7.270000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
OEM International B 7 -1.150000 542.500000 14.500000 2.750000 527.999997
Intrum 4 0.150000 540.200000 13.200000 2.500000 527.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Norva24 Group 16 -0.580000 552.000000 9.000000 1.660000 543.000000
Securitas B 6 -0.970000 573.480000 3.480000 0.610000 570.000000
Creaspac SPAC 6 -0.210000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.490000 247.920000 1.920000 0.780000 246.000000
Corem Property Group B 59 -0.710000 577.320000 0.320000 0.060000 576.999999
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.290000 1640.400000 -13.600000 -0.820000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -0.580000 546.800000 -27.200000 -4.740000 574.000000
CTEK 13 -2.080000 495.950000 -38.050000 -7.130000 533.999999
International Petroleum Corp. 5 -3.070000 553.000000 -41.570000 -6.990000 594.565215
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 -0.540000 1102.000000 -47.000000 -4.090000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 0.310000 1787.500000 -201.500000 -10.130000 1989.000002
Axfood 15 -0.070000 4042.500000 -257.500000 -5.990000 4300.000005
Ovzon 64 -1.850000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48437.110000 -650.460000 -0.59335% 49087.564636

Updated:¶

'2023-01-31 11:14:28.215047'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶